+132.6%
PM vs S
-56.8%
+189.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | -4.9% | -7.7% | +2.8% | -4.9% |
| 30D | -3.4% | -5.3% | +1.9% | -3.4% |
| 3M | +5.2% | +20.3% | -15.1% | +5.3% |
| 6M | +3.7% | +47.4% | -43.7% | +4.0% |
| YTD | +15.8% | +32.5% | -16.8% | +16.0% |
| 1Y | +17.4% | +9.5% | +7.8% | +17.6% |
| 3Y | +116.9% | +15.5% | +101.4% | +116.7% |
| 5Y | +117.3% | -71.2% | +188.5% | +114.7% |
| All | +132.6% | -56.8% | +189.4% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling